+156.8%
IBM vs VST
+929.5%
-772.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.8% | +15.5% | +4.1% |
| 7D | +0.4% | -15.7% | +16.2% | +3.1% |
| 30D | +14.8% | -17.0% | +31.8% | +17.7% |
| 3M | +8.9% | -15.9% | +24.8% | +11.3% |
| 6M | +12.4% | -25.0% | +37.4% | +16.2% |
| YTD | -12.4% | -25.1% | +12.7% | -10.3% |
| 1Y | -13.3% | -34.9% | +21.6% | -9.0% |
| 3Y | +88.6% | +252.7% | -164.1% | +21.9% |
| 5Y | +154.8% | +582.3% | -427.5% | +34.0% |
| 10Y | +164.7% | +1,076.6% | -911.9% | +26.8% |
| All | +156.8% | +929.5% | -772.7% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling